Warning: You have to be very careful about which ports on your firewall you open. Depending on what they're used for they can make your computer vulnerable to different types of attacks.
- Open the Control Panel folder, and find the 'Windows Firewall' applet
- Click the 'Change Setting' link
- Click the Exceptions tab.
- Press the 'Add port...' button.
- In the Name field, type a friendly name for the port to help you remember why you opened it. For example, type "Remote Desktop: Port 3389".
- In the 'Port number' field, enter the port number you want to open. For example, type "3389"
- In the Protocol field, select either TCP or UDP, and press the OK button.